Cannot change curve modifier after pressing 'Apply'
The purpose of 'Applying' a modifier is to make the changes that the modifier has made, permanent. Any deformation or change to the geometry a modifier may have caused will overwrite the original geometry.

As long as the modifiers are present in the modifier 'stack' (where the modifiers get listed), they will be able to be edited.

I have not followed every step of the tutorial you linked to, but unless the tutorial says to apply the modifier there is no need to. It is perfectly fine to have many modifiers on an object and never apply them, allowing non-destructive editing.

See more information about modifiers and the modifier stack in the Blender Manual.